How the heck do I...?

[Fate]

Unspent resources do not carry over from turn to turn, but in my experience (in the demo), and according to the help files, units may accumulate resources over multiple turns.

So a 40 resource knight in a province with 16 resources, say, would take 3 turns to build, with 8 resources left over on the last turn (if you que something else, too).